Peter Reinhard Hansen

5 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0001-9728-4860

University of North Carolina at Chapel Hill

Publications

• Option Pricing with Time-Varying Volatility Risk Aversion — The Review of Financial Studies 2026
• A New Parametrization of Correlation Matrices — Econometrica 2021
• Equivalence Between Out-of-Sample Forecast Comparisons and Wald Statistics — Econometrica 2015
• The Model Confidence Set — Econometrica 2011
• Designing Realized Kernels to Measure the ex post Variation of Equity Prices in the Presence of Noise — Econometrica 2008